Campaigner Greta Thunberg fellow activist Vanessa Nakate and other young campaigners, as well as local trade unionists, will speak to crowds at the end of the march through the city where the UN summit is being held.
The climate strike has been organised by Fridays for Future Scotland, with participants marching from Kelvingrove Park to George Square.
It comes as the COP26 talks feature events highlighting the voice of young people and education in climate action.
At least 8,000 people are expected to take part in the march.
Ms Thunberg has been highly critical of the two-week conference, claiming it is the most “excluding Cop ever” and labelling it a “two-week celebration of business as usual and blah blah blah”.
Charlie O’Rourke, 14, from Glasgow, skipped school to attend the march with his mother Cairsty O’Rourke and sister Edith.
He said global leaders at COP26 must “listen to the people”.
He told the PA news agency: “Listen to what they want to say. Don’t just go for profit. Listen to what the planet needs.”
His mother Cairsty said she was there for her children and for “the generations to come to just show that something has to happen and it has to happen very quickly”.
Ms O’Rourke, who is from Glasgow and works for the NHS, said the Scottish Government has been “on the fence for too long” on the issue of the Cambo oilfield.
She added: “I’d like to hear Nicola Sturgeon saying a bit more against it. I’d like all of this funding to go into a way out of this, a way out of using fossil fuels.”
Finlay Pringle, 14, from Ullapool in the Scottish Highlands, travelled by train to Glasgow with his father to take part in the march.
He said: “If you really, truly love something and you want to protect it, no matter what it is, it doesn’t have to be climate striking, but if there’s something that you love and you want to protect it, then you should do that, don’t think twice about it.”
People of all ages have joined the youth-focused protest.
Among them are a group of mothers from around the world, including Rosamund Adoo Kissi Debrah, whose daughter Ella died from an asthma attack as a result of severe air pollution.
The group will also be handing in a letter at COP26 calling for an end to new fossil fuel financing for the sake of their children’s health and future.
Friday’s protest comes ahead of marches on Saturday where tens of thousands of people are again expected in Glasgow, with other marches in London and cities around the UK, as well as across the world.
Police have warned they will deal “swiftly and robustly” with any violent disorder or damage to property during planned Cop26 protests in Glasgow over the coming days.
Police Scotland Assistant Chief Constable Gary Ritchie said officers have engaged with key campaign groups to ensure the protests can take place safety, but they will quickly crack down on any problems if need be.
The protests come at the end of the first week of the conference, where countries are under pressure to increase ambition on cutting greenhouse gas emissions and to ensure finance for poor countries to tackle the crisis.